+266.8%
PM vs MP
+257.7%
+9.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | -1.9% |
| 7D | -5.2% | -10.5% | +5.3% | -5.0% |
| 30D | +2.7% | -23.5% | +26.2% | +3.2% |
| 3M | +5.2% | -25.4% | +30.7% | +5.7% |
| 6M | +17.0% | -51.3% | +68.3% | +18.7% |
| YTD | +25.5% | -29.9% | +55.4% | +25.5% |
| 1Y | +35.5% | -31.8% | +67.4% | +35.4% |
| 3Y | +143.9% | +127.0% | +16.9% | +126.4% |
| 5Y | +161.8% | -3.3% | +165.1% | +148.4% |
| All | +266.8% | +257.7% | +9.1% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling